+65.8%
GDXJ vs VCLT
+102.9%
-37.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +8.8% | +0.1% | +8.7% | +8.8% |
| 3M | +29.8% | -2.9% | +32.7% | +33.4% |
| 6M | -5.8% | -4.0% | -1.9% | -2.0% |
| YTD | +13.6% | -2.2% | +15.8% | +16.4% |
| 1Y | +54.5% | -2.6% | +57.1% | +58.7% |
| 3Y | +301.4% | +12.3% | +289.1% | +264.2% |
| 5Y | +236.3% | -16.4% | +252.7% | +286.5% |
| 10Y | +240.1% | +18.1% | +222.0% | +210.3% |
| All | +65.8% | +102.9% | -37.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling